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PLTY vs. YMAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLTY and YMAG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PLTY vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PLTY:

66.82%

YMAG:

25.56%

Max Drawdown

PLTY:

-36.61%

YMAG:

-25.96%

Current Drawdown

PLTY:

-3.24%

YMAG:

-7.91%

Returns By Period

In the year-to-date period, PLTY achieves a 43.00% return, which is significantly higher than YMAG's -3.78% return.


PLTY

YTD

43.00%

1M

32.33%

6M

73.07%

1Y

N/A

5Y*

N/A

10Y*

N/A

YMAG

YTD

-3.78%

1M

13.59%

6M

-1.54%

1Y

17.32%

5Y*

N/A

10Y*

N/A

*Annualized

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PLTY vs. YMAG - Expense Ratio Comparison

PLTY has a 0.99% expense ratio, which is lower than YMAG's 1.28% expense ratio.


Risk-Adjusted Performance

PLTY vs. YMAG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PLTY

YMAG
The Risk-Adjusted Performance Rank of YMAG is 6565
Overall Rank
The Sharpe Ratio Rank of YMAG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of YMAG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of YMAG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of YMAG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PLTY vs. YMAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax PLTR Option Income Strategy ETF (PLTY) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Dividends

PLTY vs. YMAG - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 39.06%, less than YMAG's 47.00% yield.


Drawdowns

PLTY vs. YMAG - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.61%, which is greater than YMAG's maximum drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for PLTY and YMAG. For additional features, visit the drawdowns tool.


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Volatility

PLTY vs. YMAG - Volatility Comparison


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